UBS Call 46 EBAY 17.01.2025
/ CH1304619658
UBS Call 46 EBAY 17.01.2025/ CH1304619658 /
| 26/09/2024 19:27:00 |
Chg.-0.060 |
Bid21:53:12 |
Ask26/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.660EUR |
-3.49% |
-
Bid Size: - |
-
Ask Size: - |
eBay Inc |
46.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
UL9S65 |
| Issuer: |
UBS AG, LONDON BRANCH |
| Currency: |
EUR |
| Underlying: |
eBay Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/11/2023 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.63 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
1.63 |
| Time value: |
0.09 |
| Break-even: |
58.53 |
| Moneyness: |
1.39 |
| Premium: |
0.02 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
1.18% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.11 |
| Rho: |
0.11 |
Quote data
| Open: |
1.730 |
| High: |
1.750 |
| Low: |
1.660 |
| Previous Close: |
1.720 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.49% |
| 1 Month |
|
|
+29.69% |
| 3 Months |
|
|
+84.44% |
| YTD |
|
|
+295.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.780 |
1.600 |
| 1M High / 1M Low: |
1.780 |
1.180 |
| 6M High / 6M Low: |
1.780 |
0.650 |
| High (YTD): |
24/09/2024 |
1.780 |
| Low (YTD): |
16/01/2024 |
0.270 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.690 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.450 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.005 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
81.42% |
| Volatility 6M: |
|
92.66% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
